DAX Index Future September 2013

Trading Metrics calculated at close of trading on 27-Aug-2013

Day Change Summary
	Previous	Current
	26-Aug-2013	27-Aug-2013	Change	Change %	Previous Week
Open	8,432.0	8,388.0	-44.0	-0.5%	8,380.0
High	8,448.0	8,425.5	-22.5	-0.3%	8,440.0
Low	8,386.5	8,200.0	-186.5	-2.2%	8,245.0
Close	8,428.5	8,268.5	-160.0	-1.9%	8,417.0
Range	61.5	225.5	164.0	266.7%	195.0
ATR	103.5	112.4	8.9	8.6%	0.0
Volume	139,978	118,582	-21,396	-15.3%	395,842

Daily Pivots for day following 27-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	8,974.5	8,847.0	8,392.5
R3	8,749.0	8,621.5	8,330.5
R2	8,523.5	8,523.5	8,309.8
R1	8,396.0	8,396.0	8,289.2	8,347.0
PP	8,298.0	8,298.0	8,298.0	8,273.5
S1	8,170.5	8,170.5	8,247.8	8,121.5
S2	8,072.5	8,072.5	8,227.2
S3	7,847.0	7,945.0	8,206.5
S4	7,621.5	7,719.5	8,144.5

Weekly Pivots for week ending 23-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	8,952.3	8,879.7	8,524.3
R3	8,757.3	8,684.7	8,470.6
R2	8,562.3	8,562.3	8,452.8
R1	8,489.7	8,489.7	8,434.9	8,526.0
PP	8,367.3	8,367.3	8,367.3	8,385.5
S1	8,294.7	8,294.7	8,399.1	8,331.0
S2	8,172.3	8,172.3	8,381.3
S3	7,977.3	8,099.7	8,363.4
S4	7,782.3	7,904.7	8,309.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	8,448.0	8,200.0	248.0	3.0%	125.7	1.5%	28%	False	True	94,258
10	8,459.0	8,200.0	259.0	3.1%	102.4	1.2%	26%	False	True	91,049
20	8,462.0	8,200.0	262.0	3.2%	100.5	1.2%	26%	False	True	84,825
40	8,462.0	7,735.0	727.0	8.8%	103.7	1.3%	73%	False	False	86,772
60	8,462.0	7,660.0	802.0	9.7%	119.1	1.4%	76%	False	False	80,315
80	8,568.0	7,660.0	908.0	11.0%	114.3	1.4%	67%	False	False	60,323
100	8,568.0	7,437.5	1,130.5	13.7%	114.1	1.4%	74%	False	False	48,355
120	8,568.0	7,437.5	1,130.5	13.7%	110.8	1.3%	74%	False	False	40,567

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	18.3
Widest range in 37 trading days

Fibonacci Retracements and Extensions
4.250	9,383.9
2.618	9,015.9
1.618	8,790.4
1.000	8,651.0
0.618	8,564.9
HIGH	8,425.5
0.618	8,339.4
0.500	8,312.8
0.382	8,286.1
LOW	8,200.0
0.618	8,060.6
1.000	7,974.5
1.618	7,835.1
2.618	7,609.6
4.250	7,241.6

Fisher Pivots for day following 27-Aug-2013
Pivot	1 day	3 day
R1	8,312.8	8,324.0
PP	8,298.0	8,305.5
S1	8,283.3	8,287.0

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These figures are updated between 7pm and 10pm EST after a trading day.

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